MATH 240 PROBABILITY AND STATISTICS I NOTES

WEEK 1

1.1 INTRODUCTION

 Probability is a measure of one’s belief in the occurrence of a future

(random) event. Probability is also known as the mathematics of
uncertainty."
 Statistics deals with how data are handled using different analysis
techniques and collection methods.

These two subjects go hand in hand and thus one cannot study one without
studying the other.

 Some events we may wish to assign probabilities to include:

-Tomorrow’s temperature exceeding 80 degrees
-Getting a flat tyre on my way home today
-A new policy holder making a claim in the next year
-You being diagnosed with Covid-19 in the next one month.
 We assign probabilities to events using either of the following three general
approaches.
(i) Subjective approach which is based on feeling and may not even be
scientific.
(ii). Relative frequency approach can be used when some random
phenomenon is observed repeatedly under identical conditions.
(iii) Axiomatic/Model-based approach which defines three simple rules
that can be used to determine the probability of any possible event.

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Relative frequency approach.
Suppose that we roll a die 1000 times and record the number of times we observe
a “5”. Let A denote this event. The relative frequency approach says that
number of times A occurs n( A)
P ( A)   where n( A) denotes the
number of trials performed n

frequency of the event and n denotes the number of trials performed. The
n( A)
proportion is called relative frequency. The P ( A) is shorthand for “the
n
probability that A occurs”.
Now suppose n( A)  158 when a die is rolled 1000 times. We would then estimate
158
P ( A) by P( A)   0.158 . If we performed the experiment of rolling the die
1000
n( A)
repeatedly, the relative frequency approach says that  P ( A) as n   . Of
n
n( A) 1
course, if the die is fair, the  P ( A)  .
n 6
Axiomatic approach

In Axiomatic approach, the first axiom states that the probability of an event
must be between 0 and 1, where 0 represents an event that will never happen
and 1 represents an event that will definitely happen. Thus 0  p( A)  1 .

The second axiom says that if you add all the probabilities of each possible
n
outcome, they will add up to 1 i.e.  p( A )  1
i 1
i and the third axiom is that the

probability of any given event is nonnegative i.e. p( A)  0 .This approach is the

one we will use in this course.

1.1.1 Sample Spaces

A sample space is the set of all possible outcomes for an experiment and is
denoted by S . For instance, when a die is rolled the sample space is
S  {1, 2,3, 4,5, 6} .

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1.1.2 Discrete probability models and events

If a sample space for an experiment contains a finite or countable number of

sample points, we call it a discrete sample space.

 Finite:“ number of sample points   ”

 Countable: “number of sample points may be equal  but can be
counted; i.e, sample points may be put in a 1:1 correspondence with
N  {1, 2,...} ”.

A simple event is an event that cannot be decomposed. In other words, a

simple event corresponds to exactly one sample point e.g., A  {H } .A
Compound event is an event that contains more than one sample point e.g.,
A  {H , T } .

To compute the probability of a compound event,

a) Count up all sample points associated with the event.

b) Add up the probabilities associated with each event.

We may use the symbol Ei to denote the i th sample point (i.e., the i th simple

event). Hence if A denotes any compound event,

P ( A)  
i:Ei  A
P ( Ei )

We simply sum up simple probabilities P( Ei ) for all i such that Ei  A .

Proposition 1.1 Suppose that a discrete sample space S contains N   sample

points, each of which is equally likely. If the event A consists of na sample

na
points, then P( A)  .
N

Proof

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Write S  E1  E2  ...  EN , where Ei corresponds to the i th sample point;

i  1, 2,..., N . Then

N
1  P ( S )  P ( E1  E2  ...  E N )   P ( Ei ) .
i 1

Now, as P( E1 )  P( E2 )  ...  P( EN ) , we have that

N
1   P ( Ei )  NP ( Ei ) , and thus,
i 1

1
P ( E1 )   P ( E2 )  ...P( EN ) .
N

Without loss of generality, take A  E1  E2  ...  Ena .Then

na na
1 na
P( A)  P( E1  E2  ...  Ena )   P( Ei )   
i 1 i 1 N N

1.2 Random variables

Suppose that to each point of a sample space we assign a number. Then we have

a function defined in the sample space. This function is called a random variable

or a stochastic variable, or more precisely a random function (stochastic

function). It is usually denoted by a capital letter such as X or Y.

As an illustration, consider an experiment in which a coin is tossed twice or

equivalently two coins are tossed once simultaneously. Then the sample space

is S={HH, HT, TH, TT}. If we let X be a function that represents the number of

heads that can come up, then HH i.e. two heads means X=2, HT or TH i.e. one

head means X=1, and TT i.e. zero heads means X=0. It follows that X is a random

variable. This can be summarized in the table shown.

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Table1.1 Tossing a coin

Sample point HH HT TH TT

X 2 1 1 0

Therefore the set X= {0, 1, 2} is a random variable with a support of the integers

0, 1 and 2.

It should be noted that many other random variables could also be defined on

the above sample space e.g. the square of the number of head or the number of

heads minus the number of tails.

1.3 Probability distribution of Discrete Random Variables

A random variable is said to be discrete if it takes on a finite or countably infinite

number of values.

Let X be a discrete random variable and suppose that the possible values it can

assume are given by x1, x2, x3, …, xn arranged in some order. Suppose also that

these values are assumed with probabilities given by

P(X=xi) =f(xi), i=1,2,…

It is convenient to introduce the probability function, also referred to as the

probability distribution, given by

P(X=x) = f(x).

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For x=xi, the probability distribution reduces to p(X=xi) =f(xi), while for other

values of x, f(x)=0. In general, f(x) is a probability function if:

(i)f(x)≥0

(ii)f(x)=1

where the sum in (ii) is taken over all possible values of x.

Example 1.1

A coin is tossed twice. Let X be the random variable that gives the number of

tails that can come up. Find the probability function.

Solution

Assuming that the coin is fair, we have p(HH)= ¼ , p(HT)= ¼ , p(TH)= ¼ , p(TT)=

¼.

Then

p(x = 0) = p(TT) = ¼

p(x = 1) = p(HT  TH) = p(HT) + p(TH) = ¼ + ¼ = ½

p(x = 2) = p(HH) = ¼

Hence the probability function is as given below

Table1.2: Probability function when tossing a coin twice

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X 0 1 2

f(x) ¼ ½ ¼

Example 1.2

A die is thrown twice. Let the random variable X denote the sum of its points.

Obtain the probability distribution for X.

Solution.

The sample points for the tosses of the die are:

Table1.3 : Sample points of a die tossed twice

1 2 3 4 5 6

1 (1,1) (1,2) (1,3) (1,4) (1,5) (1,6)

2 (2,1) (2,2) (2,3) (2,4) (2,5) (2,6)

3 (3,1) (3,2) (3,3) (3,4) (3,5) (3,6)

4 (4,1) (4,2) (4,3) (4,4) (4,5) (4,6)

5 (5,1) (5,2) (5,3) (5,4) (5,5) (5,6)

6 (1,1) (6,2) (6,3) (6,4) (6,5) (6,6)

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The random variable X is the sum of the coordinates for each point. Thus for

(1,1) we have x = 2, for (3,2) x=5 and so on. The table below summarizes the

outcomes for the sum of the points.

Table1.4 : Sum of sample points

1 2 3 4 5 6

1 2 3 4 5 6 7

2 3 4 5 6 7 8

3 4 5 6 7 8 9

4 5 6 7 8 9 10

5 6 7 8 9 10 11

6 7 8 9 10 11 12

Using the fact that all 36 sample points are equally probable, so that each sample

point has probability of 1

36 , we obtain for example corresponding to x=5 an

associated probability of 4
36 . So the probability function is:-

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Table1.5: Probability function of sum of points of a die tossed twice

X 2 3 4 5 6 7 8 9 10 11 12

f(x) 1
36
2
36
3
36
4
36
5
36
6
36
5
36
4
36
3
36
2
36
1
36

Example 1.3

Find the probability distribution of boys and girls in families with 3 children,

assuming equal probabilities for boys and girls.

Solution.

In a family of 3 children, the sample points for the sex of the children are:

S={BBB, BBG, BGB, BGG, GBB, GBG, GGB, GGG}

Let X be the random variable that gives the number of boys in the family. Then

X= {0,1,2,3}

p(x=0) = p(GGG) = 1
8

p(x=1) = p(BGG  GBG  GGB) = 3

8

p(x=2) = p(BBG  BGB  GBB) = 3

8

p(x=3) = p(BBB) = 1
8

Hence the probability function becomes

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Table1.6: Probability function of boys in a family

X 0 1 2 3

f(x) 1
8
3
8
3
8
1
8

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